+390.4%
DDOG vs RIG
-8.3%
+398.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.7% |
| 7D | +2.9% | +5.7% | -2.9% | +2.2% |
| 30D | -31.6% | -0.7% | -30.9% | -31.5% |
| 3M | -27.0% | -3.1% | -23.8% | -26.9% |
| 6M | -10.3% | -16.3% | +6.0% | -8.9% |
| YTD | +35.4% | +34.1% | +1.3% | +29.0% |
| 1Y | -1.0% | +38.2% | -39.1% | -6.0% |
| 3Y | +76.7% | -15.3% | +91.9% | +71.7% |
| 5Y | -4.6% | +62.5% | -67.1% | -15.8% |
| All | +390.4% | -8.3% | +398.7% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling